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signal-platform/tests/unit/test_ticker_universe_service.py
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feat(universe): separate scanner membership from retained history
bootstrap_universe(prune_missing=True) ran DELETE FROM tickers, cascading OHLCV,
setups, scores and S/R levels away for any symbol that had merely dropped out of
the index. Migration 032's own comment predicted this. The survivorship audit
measured what it costs: 2.09 Sharpe against 1.57 on universe composition alone.

Migration 035 adds untracked_on, the sibling of delisted_on — delisted means the
security stopped trading, untracked means a prune took it out of the scanner.
Nothing is deleted either way.

Migration 036 separates three more things that were still conflated:

  universe_memberships       what the index actually contained, when
  tickers.untracked_on       excluded from scanning by a prune
  tickers.scan_disabled_on   the operator's own "stop scanning this"
  tickers.tracking_source    who owns the row: a bootstrap, or an operator

The operator flag is its own column because with one column serving both
writers, a prune -> re-entry cycle would clear an explicit "off" — re-entry
cannot tell who set it. Re-entry clears untracked_on and never touches
scan_disabled_on.

untracked_on is NOT current index membership. The scheduled sync runs
prune_missing=False, so a symbol can have left the index and still be scanned;
the two legitimately differ and nothing asserts they agree.

Tracking ownership is sticky towards manual: prune touches index-owned rows
only, and a bootstrap never converts manual to index — a hand-added symbol that
joins the index would otherwise lose its protection the moment it left again,
which is exactly when it is needed. An explicit add of an index-owned symbol
claims it as manual without touching either off-switch.

Membership is observed, never asserted. first_seen_on is the first live
sighting; absent_since is the first observation that found the symbol GONE, so
the interval is [first_seen_on, absent_since) — named for what it stores rather
than "last_seen_on", which would have claimed the opposite. Intervals are
append-only, so a symbol that leaves and returns has two and a point-in-time
query for the gap correctly answers "not a member". members_on() implements the
boundary rule once. A date before the first live sync returns empty: that means
"we were not looking", not "the index was empty".

A failed fetch drives nothing. The cache and seed fallbacks mean the live fetch
failed, and the seed lists are ~44 symbols against a ~500-symbol universe — a
regression test caught a seed fallback untracking 2 of 3 tickers. Recording,
pruning and clearing prune flags all require a live source; only adding still
runs, so a cold start can still bootstrap from seeds.

Migration decisions: existing rows become manual (fail-safe — a wrong guess
costs an un-pruned symbol, not one swept out of the scanner), and existing
untracked_on values are copied into scan_disabled_on, since the original writer
is ambiguous and re-entry clears the prune column.

Backtest eligibility is unchanged. _load_backtest_symbols deliberately does not
use active_only, so today's scanner state cannot erase yesterday's candidates,
and untracking a symbol still cannot silence a coverage gap in the report.

Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01HAH7vVtn7qbcn1EVheecHQ
2026-09-07 19:30:05 +02:00

161 lines
5.7 KiB
Python

"""Unit tests for ticker_universe_service bootstrap logic."""
from __future__ import annotations
import json
from collections.abc import AsyncGenerator
import pytest
from sqlalchemy import select
from sqlalchemy.ext.asyncio import AsyncSession, async_sessionmaker, create_async_engine
from app.database import Base
from app.models.settings import SystemSetting
from app.models.ticker import Ticker
from app.services import ticker_service, ticker_universe_service
from app.services.ticker_universe_service import _extract_wiki_symbols, _normalise_symbols
_engine = create_async_engine("sqlite+aiosqlite://", echo=False)
_session_factory = async_sessionmaker(_engine, class_=AsyncSession, expire_on_commit=False)
@pytest.fixture(autouse=True)
async def _setup_tables() -> AsyncGenerator[None, None]:
async with _engine.begin() as conn:
await conn.run_sync(Base.metadata.create_all)
yield
async with _engine.begin() as conn:
await conn.run_sync(Base.metadata.drop_all)
@pytest.fixture
async def session() -> AsyncGenerator[AsyncSession, None]:
async with _session_factory() as s:
yield s
@pytest.mark.asyncio
async def test_bootstrap_universe_adds_missing_symbols(session: AsyncSession, monkeypatch: pytest.MonkeyPatch):
session.add(Ticker(symbol="AAPL"))
await session.commit()
async def _fake_fetch(_db: AsyncSession, _universe: str) -> tuple[list[str], str]:
return ["AAPL", "MSFT", "NVDA"], "test"
monkeypatch.setattr(ticker_universe_service, "fetch_universe_symbols", _fake_fetch)
result = await ticker_universe_service.bootstrap_universe(session, "sp500")
assert result["added"] == 2
assert result["already_tracked"] == 1
assert result["deleted"] == 0
assert result["source"] == "test"
assert set(result["added_symbols"]) == {"MSFT", "NVDA"}
rows = await session.execute(select(Ticker.symbol).order_by(Ticker.symbol.asc()))
assert list(rows.scalars().all()) == ["AAPL", "MSFT", "NVDA"]
@pytest.mark.asyncio
async def test_bootstrap_universe_prunes_missing_symbols(session: AsyncSession, monkeypatch: pytest.MonkeyPatch):
# Index-owned: a row defaults to manual, and manual rows are never pruned.
session.add_all([
Ticker(symbol=s, tracking_source=ticker_service.SOURCE_INDEX)
for s in ("AAPL", "MSFT", "TSLA")
])
await session.commit()
async def _fake_fetch(_db: AsyncSession, _universe: str) -> tuple[list[str], str]:
# A live source label: a fallback result must not drive pruning, so a
# made-up label would make this test vacuous.
return ["AAPL", "MSFT"], "wikipedia_sp500"
monkeypatch.setattr(ticker_universe_service, "fetch_universe_symbols", _fake_fetch)
result = await ticker_universe_service.bootstrap_universe(
session,
"sp500",
prune_missing=True,
)
assert result["added"] == 0
assert result["already_tracked"] == 2
assert result["untracked"] == 1
assert result["untracked_symbols"] == ["TSLA"]
# Nothing is destroyed any more, and the key says so rather than vanishing.
assert result["deleted"] == 0
# The row survives the prune; only its scanner membership changed.
rows = await session.execute(select(Ticker.symbol).order_by(Ticker.symbol.asc()))
assert list(rows.scalars().all()) == ["AAPL", "MSFT", "TSLA"]
live = await session.execute(
ticker_service.active_only(select(Ticker.symbol).order_by(Ticker.symbol.asc()))
)
assert list(live.scalars().all()) == ["AAPL", "MSFT"]
@pytest.mark.asyncio
async def test_fetch_universe_symbols_uses_cached_snapshot_when_live_sources_fail(
session: AsyncSession,
monkeypatch: pytest.MonkeyPatch,
):
session.add(
SystemSetting(
key="ticker_universe_cache_sp500",
value=json.dumps({"symbols": ["AAPL", "MSFT"], "source": "test"}),
)
)
await session.commit()
async def _fake_public(_universe: str):
return [], ["public failed"], None
monkeypatch.setattr(ticker_universe_service, "_fetch_universe_symbols_from_public", _fake_public)
symbols, source = await ticker_universe_service.fetch_universe_symbols(session, "sp500")
assert symbols == ["AAPL", "MSFT"]
assert source == "cache"
@pytest.mark.asyncio
async def test_fetch_universe_symbols_uses_seed_when_live_and_cache_fail(
session: AsyncSession,
monkeypatch: pytest.MonkeyPatch,
):
async def _fake_public(_universe: str):
return [], ["public failed"], None
monkeypatch.setattr(ticker_universe_service, "_fetch_universe_symbols_from_public", _fake_public)
symbols, source = await ticker_universe_service.fetch_universe_symbols(session, "sp500")
assert "AAPL" in symbols
assert len(symbols) > 10
assert source == "seed"
# Snippet shaped like current Wikipedia NyseSymbol / exchange link markup.
_SAMPLE_WIKI_HTML = """
<td><a class="external text"
data-mw='{"parts":[{"template":{"target":{"wt":"NyseSymbol","href":"./Template:NyseSymbol"},"params":{"1":{"wt":"BNY"}},"i":0}}]}'
>BNY</a></td>
<td><a href="https://www.nyse.com/quote/XNYS:DVN">DVN</a></td>
<td><a href="https://www.nasdaq.com/market-activity/stocks/aapl">AAPL</a></td>
<td><a href="https://www.nyse.com/quote/XNYS:MMM">MMM</a></td>
"""
def test_extract_wiki_symbols_finds_bny_and_exchange_links():
raw = _extract_wiki_symbols(_SAMPLE_WIKI_HTML)
symbols = set(_normalise_symbols(raw))
assert "BNY" in symbols
assert "DVN" in symbols
assert "AAPL" in symbols
assert "MMM" in symbols
assert "BK" not in symbols
def test_legacy_td_anchor_still_works():
html = '<tr><td><a href="/wiki/foo">BK</a></td></tr>'
symbols = set(_normalise_symbols(_extract_wiki_symbols(html)))
assert "BK" in symbols